TESTING STRATEGIES FOR MODEL SPECIFICATION

Jan Kiviet and Garry Phillips

No 293099, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: A crucial element in the development of econometric methodology during the past decade has been the concern with testing as opposed to estimating econometric models. In this paper we discuss - especially for the econometric analysis of time series - the main types of test procedures, and we also investigate the opportunities to uphold the Neyman-Pearson theory in the context of thorough model specification testing.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 48
Date: 1985-11
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293099

DOI: 10.22004/ag.econ.293099

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